+250.1%
SPOT vs TAP
-33.2%
+283.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.9% | -5.3% | -1.6% | -6.5% |
| 30D | +4.1% | -7.4% | +11.5% | +4.7% |
| 3M | +3.7% | -4.9% | +8.6% | +4.1% |
| 6M | -1.6% | -14.2% | +12.6% | -0.7% |
| YTD | -10.2% | -14.8% | +4.7% | -9.4% |
| 1Y | -25.9% | -18.1% | -7.8% | -25.1% |
| 3Y | +235.6% | -32.7% | +268.3% | +243.3% |
| 5Y | +110.6% | -0.5% | +111.1% | +108.7% |
| All | +250.1% | -33.2% | +283.4% | +225.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling